Preheat the oven to 350F. Melt half the butter in a small saucepan over low heat. Strain through a cheesecloth to obtain clarified butter. Finely grate the zest of the oranges. Place the orange zest, flour, almonds, sugar, orange juice, and butter in a mixing bowl and mix well. Butter two cookie sheets with the remaining butter and refrigerate the cookie sheets. Spoon tablespoons of butter about 4-inches apart onto the cookie sheet. With the back of a fork dipped in cold water, flatten each mound to a 2-inch round. Bake until the cookies are golden around the edges, about 10 minutes. Remove the cookie sheet from the oven. Drape the cookies one at a time over a wine bottle or rolling pin. Press gently to shape the cookies. Continue baking until all the batter is used up.